Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO® Xpress 9.2 Optimization.

A small nonlinear numerical example illustrates the calculation of these bounds. For this example the bounds closely bracket the optimum solution to the two-stage problem.

In this note we construct some counterexamples concerning upper semicontinuity and linear upper and lower semicontinuity of the solution sets and ε -solution sets of nonlinear programming programs: ...